basis_annualized_mean_reversion_long · strategy

closed trades

51%

win rate

-130.23

total pnl ($)

0.557

weight

7d window — n=14 wr=36% pnl=-103.83 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 65 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 17:03	BTC	Buy	60101→60573	+3.45	timeout
06-27 11:10	BTC	Buy	59417→60358	+7.43	timeout
06-27 05:00	BTC	Buy	59902→60207	+2.10	timeout
06-26 22:40	BTC	Buy	59776→59920	+0.72	timeout
06-26 16:11	BTC	Buy	59775→60142	+2.53	timeout
06-25 13:55	BTC	Buy	60291→58446.8	-15.66	stop_loss
06-25 13:53	BTC	Buy	60777→58917.6	-15.71	stop_loss
06-25 13:51	BTC	Buy	61070.1→59200.4	-15.70	stop_loss
06-25 13:46	BTC	Buy	61555.1→59666.2	-15.78	stop_loss
06-24 15:37	BTC	Buy	62526.1→60612.6	-15.74	stop_loss
06-24 15:33	BTC	Buy	62589.1→60672.6	-15.71	stop_loss
06-24 15:30	BTC	Buy	62661.1→60741.6	-15.73	stop_loss
06-24 13:54	BTC	Buy	62421.1→61496.9	-7.84	timeout
06-24 07:45	BTC	Buy	62873.1→62665.9	-2.19	timeout
06-18 15:17	BTC	Buy	65324.3→63314.2	-15.49	stop_loss
06-17 07:02	BTC	Buy	66377.3→65588.7	-6.42	timeout
06-17 00:53	BTC	Buy	66293.3→65692.7	-5.04	timeout
06-16 18:40	BTC	Buy	66794.3→65802.7	-7.95	timeout
06-16 12:42	BTC	Buy	66375.3→66468.7	+0.18	timeout
06-16 06:38	BTC	Buy	65789.3→66480.7	+4.89	timeout
06-16 00:34	BTC	Buy	65581.3→66258.7	+4.73	timeout
06-15 13:25	BTC	Buy	63714.2→66893.7	+24.52	take_profit
06-15 11:57	BTC	Buy	64545.2→66212.7	+12.48	timeout
06-15 05:53	BTC	Buy	64349.2→65796.7	+10.78	timeout
06-14 23:48	BTC	Buy	64381.2→65617.7	+9.13	timeout
06-14 17:47	BTC	Buy	64093.2→63812.8	-2.73	timeout
06-14 11:42	BTC	Buy	63892.2→64591.8	+5.03	timeout
06-14 05:43	BTC	Buy	63567.2→64377.8	+5.94	timeout
06-13 23:39	BTC	Buy	63461.2→64464.8	+7.44	timeout
06-13 17:39	BTC	Buy	63815.2→64078.8	+1.60	timeout
06-13 11:31	BTC	Buy	63756.2→63907.8	+0.65	timeout
06-13 05:35	BTC	Buy	63436.2→63532.8	+0.31	timeout
06-12 23:14	BTC	Buy	63384.2→63446.8	-0.01	timeout
06-12 14:50	BTC	Buy	62869.1→63482.8	+4.35	timeout
06-12 08:45	BTC	Buy	62829.1→63351.8	+3.62	timeout
06-12 02:43	BTC	Buy	62054.1→63559.8	+11.58	timeout
06-11 20:37	BTC	Buy	61853.1→63288.8	+11.02	timeout
06-11 14:31	BTC	Buy	61979.1→62861.9	+6.57	timeout
06-11 08:19	BTC	Buy	61597.1→62803.9	+9.21	timeout
06-10 16:38	BTC	Buy	60906→62307.9	+10.99	timeout
06-10 00:50	BTC	Buy	62422.1→62016.9	-3.59	timeout
06-09 14:44	BTC	Buy	63211.2→61276.3	-15.76	stop_loss
06-09 14:35	BTC	Buy	63355.2→61416.2	-15.76	stop_loss
06-09 12:47	BTC	Buy	63554.2→62499.9	-8.70	timeout
06-09 06:45	BTC	Buy	62995.1→63346.8	+2.29	timeout
06-09 00:44	BTC	Buy	63754.2→62664.9	-9.02	timeout
06-08 18:41	BTC	Buy	62172.1→63468.8	+9.92	timeout
06-08 12:39	BTC	Buy	61854.1→63337.8	+11.54	timeout
06-08 06:33	BTC	Buy	62099.1→63056.8	+7.25	timeout
06-07 22:15	BTC	Buy	60810→63846.8	+24.53	take_profit
06-07 18:26	BTC	Buy	60603→62188.9	+12.68	timeout
06-07 12:22	BTC	Buy	60868→61966.9	+8.57	timeout
06-07 05:05	BTC	Buy	59844→61785.9	+15.80	timeout
06-05 18:51	BTC	Buy	61396.1→59518.2	-15.75	stop_loss
06-05 14:04	BTC	Buy	62520.1→60607.6	-15.75	stop_loss
06-05 06:23	BTC	Buy	63149.2→61217.3	-15.69	stop_loss
06-05 06:22	BTC	Buy	63230.2→61296.3	-15.74	stop_loss
06-05 06:20	BTC	Buy	63551.2→61603.1	-15.74	stop_loss
06-05 06:20	BTC	Buy	63633.2→61678.1	-15.79	stop_loss
06-05 05:24	BTC	Buy	63801.2→63347.8	-3.95	timeout
06-04 00:29	BTC	Buy	65362.3→63363.1	-15.74	stop_loss
06-03 23:54	BTC	Buy	66099.3→64076.7	-15.75	stop_loss
06-03 23:02	BTC	Buy	66638.3→64599.5	-15.84	stop_loss
06-03 20:55	BTC	Buy	66964.3→64908.3	-15.84	stop_loss
06-03 17:52	BTC	Buy	67420.4→65879.7	-11.94	timeout

Paper vs Live

Paper (trades.jsonl)

closed

51%

win rate

-130.23

total pnl ($)

-39.8 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	65	51%	-39.8	-130.23

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…